Search results for: multiple linear models
5255 Simplex Method for Fuzzy Variable Linear Programming Problems
Authors: S.H. Nasseri, E. Ardil
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Fuzzy linear programming is an application of fuzzy set theory in linear decision making problems and most of these problems are related to linear programming with fuzzy variables. A convenient method for solving these problems is based on using of auxiliary problem. In this paper a new method for solving fuzzy variable linear programming problems directly using linear ranking functions is proposed. This method uses simplex tableau which is used for solving linear programming problems in crisp environment before.
Keywords: Fuzzy variable linear programming, fuzzy number, ranking function, simplex method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33505254 State Feedback Controller Design via Takagi- Sugeno Fuzzy Model: LMI Approach
Authors: F. Khaber, K. Zehar, A. Hamzaoui
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In this paper, we introduce a robust state feedback controller design using Linear Matrix Inequalities (LMIs) and guaranteed cost approach for Takagi-Sugeno fuzzy systems. The purpose on this work is to establish a systematic method to design controllers for a class of uncertain linear and non linear systems. Our approach utilizes a certain type of fuzzy systems that are based on Takagi-Sugeno (T-S) fuzzy models to approximate nonlinear systems. We use a robust control methodology to design controllers. This method not only guarantees stability, but also minimizes an upper bound on a linear quadratic performance measure. A simulation example is presented to show the effectiveness of this method.
Keywords: Takagi-Sugeno fuzzy model, state feedback, linear matrix inequalities, robust stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25015253 Medical Image Segmentation and Detection of MR Images Based on Spatial Multiple-Kernel Fuzzy C-Means Algorithm
Authors: J. Mehena, M. C. Adhikary
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In this paper, a spatial multiple-kernel fuzzy C-means (SMKFCM) algorithm is introduced for segmentation problem. A linear combination of multiples kernels with spatial information is used in the kernel FCM (KFCM) and the updating rules for the linear coefficients of the composite kernels are derived as well. Fuzzy cmeans (FCM) based techniques have been widely used in medical image segmentation problem due to their simplicity and fast convergence. The proposed SMKFCM algorithm provides us a new flexible vehicle to fuse different pixel information in medical image segmentation and detection of MR images. To evaluate the robustness of the proposed segmentation algorithm in noisy environment, we add noise in medical brain tumor MR images and calculated the success rate and segmentation accuracy. From the experimental results it is clear that the proposed algorithm has better performance than those of other FCM based techniques for noisy medical MR images.Keywords: Clustering, fuzzy C-means, image segmentation, MR images, multiple kernels.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21295252 A Multiple Linear Regression Model to Predict the Price of Cement in Nigeria
Authors: Kenneth M. Oba
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This study investigated factors affecting the price of cement in Nigeria, and developed a mathematical model that can predict future cement prices. Cement is key in the Nigerian construction industry. The changes in price caused by certain factors could affect economic and infrastructural development; hence there is need for proper proactive planning. Secondary data were collected from published information on cement between 2014 and 2019. In addition, questionnaires were sent to some domestic cement retailers in Port Harcourt in Nigeria, to obtain the actual prices of cement between the same periods. The study revealed that the most critical factors affecting the price of cement in Nigeria are inflation rate, population growth rate, and Gross Domestic Product (GDP) growth rate. With the use of data from United Nations, International Monetary Fund, and Central Bank of Nigeria databases, amongst others, a Multiple Linear Regression model was formulated. The model was used to predict the price of cement for 2020-2025. The model was then tested with 95% confidence level, using a two-tailed t-test and an F-test, resulting in an R2 of 0.8428 and R2 (adj.) of 0.6069. The results of the tests and the correlation factors confirm the model to be fit and adequate. This study will equip researchers and stakeholders in the construction industry with information for planning, monitoring, and management of present and future construction projects that involve the use of cement.
Keywords: Cement price, multiple linear regression model, Nigerian Construction Industry, price prediction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7915251 Comparison of Artificial Neural Network Architectures in the Task of Tourism Time Series Forecast
Authors: João Paulo Teixeira, Paula Odete Fernandes
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The authors have been developing several models based on artificial neural networks, linear regression models, Box- Jenkins methodology and ARIMA models to predict the time series of tourism. The time series consist in the “Monthly Number of Guest Nights in the Hotels" of one region. Several comparisons between the different type models have been experimented as well as the features used at the entrance of the models. The Artificial Neural Network (ANN) models have always had their performance at the top of the best models. Usually the feed-forward architecture was used due to their huge application and results. In this paper the author made a comparison between different architectures of the ANNs using simply the same input. Therefore, the traditional feed-forward architecture, the cascade forwards, a recurrent Elman architecture and a radial based architecture were discussed and compared based on the task of predicting the mentioned time series.Keywords: Artificial Neural Network Architectures, time series forecast, tourism.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18855250 A Note on Penalized Power-Divergence Test Statistics
Authors: Aylin Alin
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In this paper, penalized power-divergence test statistics have been defined and their exact size properties to test a nested sequence of log-linear models have been compared with ordinary power-divergence test statistics for various penalization, λ and main effect values. Since the ordinary and penalized power-divergence test statistics have the same asymptotic distribution, comparisons have been only made for small and moderate samples. Three-way contingency tables distributed according to a multinomial distribution have been considered. Simulation results reveal that penalized power-divergence test statistics perform much better than their ordinary counterparts.
Keywords: Contingency table, Log-linear models, Penalization, Power-divergence measure, Penalized power-divergence measure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13165249 Angle of Arrival Estimation Using Maximum Likelihood Method
Authors: H. K. Hwang, Zekeriya Aliyazicioglu, Solomon Wu, Hung Lu, Nick Wilkins, Daniel Kerr
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Multiple-input multiple-output (MIMO) radar has received increasing attention in recent years. MIMO radar has many advantages over conventional phased array radar such as target detection,resolution enhancement, and interference suppression. In this paper, the results are presented from a simulation study of MIMO uniformly-spaced linear array (ULA) antennas. The performance is investigated under varied parameters, including varied array size, pseudo random (PN) sequence length, number of snapshots, and signal to noise ratio (SNR). The results of MIMO are compared to a traditional array antenna.
Keywords: Multiple-input multiple-output (MIMO) radar, phased array antenna, target detection, radar signal processing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28065248 Order Reduction of Linear Dynamic Systems using Stability Equation Method and GA
Authors: G. Parmar, R. Prasad, S. Mukherjee
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The authors present an algorithm for order reduction of linear dynamic systems using the combined advantages of stability equation method and the error minimization by Genetic algorithm. The denominator of the reduced order model is obtained by the stability equation method and the numerator terms of the lower order transfer function are determined by minimizing the integral square error between the transient responses of original and reduced order models using Genetic algorithm. The reduction procedure is simple and computer oriented. It is shown that the algorithm has several advantages, e.g. the reduced order models retain the steady-state value and stability of the original system. The proposed algorithm has also been extended for the order reduction of linear multivariable systems. Two numerical examples are solved to illustrate the superiority of the algorithm over some existing ones including one example of multivariable system.
Keywords: Genetic algorithm, Integral square error, Orderreduction, Stability equation method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31895247 System Identification Based on Stepwise Regression for Dynamic Market Representation
Authors: Alexander Efremov
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A system for market identification (SMI) is presented. The resulting representations are multivariable dynamic demand models. The market specifics are analyzed. Appropriate models and identification techniques are chosen. Multivariate static and dynamic models are used to represent the market behavior. The steps of the first stage of SMI, named data preprocessing, are mentioned. Next, the second stage, which is the model estimation, is considered in more details. Stepwise linear regression (SWR) is used to determine the significant cross-effects and the orders of the model polynomials. The estimates of the model parameters are obtained by a numerically stable estimator. Real market data is used to analyze SMI performance. The main conclusion is related to the applicability of multivariate dynamic models for representation of market systems.Keywords: market identification, dynamic models, stepwise regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16185246 Vendor Selection and Supply Quotas Determination by using Revised Weighting Method and Multi-Objective Programming Methods
Authors: Tunjo Perić, Marin Fatović
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In this paper a new methodology for vendor selection and supply quotas determination (VSSQD) is proposed. The problem of VSSQD is solved by the model that combines revised weighting method for determining the objective function coefficients, and a multiple objective linear programming (MOLP) method based on the cooperative game theory for VSSQD. The criteria used for VSSQD are: (1) purchase costs and (2) product quality supplied by individual vendors. The proposed methodology has been tested on the example of flour purchase for a bakery with two decision makers.Keywords: Cooperative game theory, multiple objective linear programming, revised weighting method, vendor selection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19695245 Statistical Analysis and Impact Forecasting of Connected and Autonomous Vehicles on the Environment: Case Study in the State of Maryland
Authors: Alireza Ansariyar, Safieh Laaly
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Over the last decades, the vehicle industry has shown increased interest in integrating autonomous, connected, and electrical technologies in vehicle design with the primary hope of improving mobility and road safety while reducing transportation’s environmental impact. Using the State of Maryland (M.D.) in the United States as a pilot study, this research investigates Connected and Autonomous Vehicles (CAVs) fuel consumption and air pollutants including Carbon Monoxide (CO), Particulate Matter (PM), and Nitrogen Oxides (NOx) and utilizes meaningful linear regression models to predict CAV’s environmental effects. Maryland transportation network was simulated in VISUM software, and data on a set of variables were collected through a comprehensive survey. The number of pollutants and fuel consumption were obtained for the time interval 2010 to 2021 from the macro simulation. Eventually, four linear regression models were proposed to predict the amount of C.O., NOx, PM pollutants, and fuel consumption in the future. The results highlighted that CAVs’ pollutants and fuel consumption have a significant correlation with the income, age, and race of the CAV customers. Furthermore, the reliability of four statistical models was compared with the reliability of macro simulation model outputs in the year 2030. The error of three pollutants and fuel consumption was obtained at less than 9% by statistical models in SPSS. This study is expected to assist researchers and policymakers with planning decisions to reduce CAV environmental impacts in M.D.
Keywords: Connected and autonomous vehicles, statistical model, environmental effects, pollutants and fuel consumption, VISUM, linear regression models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4615244 Forecasting the Istanbul Stock Exchange National 100 Index Using an Artificial Neural Network
Authors: Birol Yildiz, Abdullah Yalama, Metin Coskun
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Many studies have shown that Artificial Neural Networks (ANN) have been widely used for forecasting financial markets, because of many financial and economic variables are nonlinear, and an ANN can model flexible linear or non-linear relationship among variables. The purpose of the study was to employ an ANN models to predict the direction of the Istanbul Stock Exchange National 100 Indices (ISE National-100). As a result of this study, the model forecast the direction of the ISE National-100 to an accuracy of 74, 51%.Keywords: Artificial Neural Networks, Istanbul StockExchange, Non-linear Modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22395243 Equalities in a Variety of Multiple Algebras
Authors: Mona Taheri
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The purpose of this research is to study the concepts of multiple Cartesian product, variety of multiple algebras and to present some examples. In the theory of multiple algebras, like other theories, deriving new things and concepts from the things and concepts available in the context is important. For example, the first were obtained from the quotient of a group modulo the equivalence relation defined by a subgroup of it. Gratzer showed that every multiple algebra can be obtained from the quotient of a universal algebra modulo a given equivalence relation. The purpose of this study is examination of multiple algebras and basic relations defined on them as well as introduction to some algebraic structures derived from multiple algebras. Among the structures obtained from multiple algebras, this article studies submultiple algebras, quotients of multiple algebras and the Cartesian product of multiple algebras.Keywords: hypergroup, multiple algebras
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13675242 Linear Pocket Profile based Threshold Voltage Model for sub-100 nm n-MOSFET
Authors: Muhibul Haque Bhuyan, Quazi Deen Mohd Khosru
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This paper presents a threshold voltage model of pocket implanted sub-100 nm n-MOSFETs incorporating the drain and substrate bias effects using two linear pocket profiles. Two linear equations are used to simulate the pocket profiles along the channel at the surface from the source and drain edges towards the center of the n-MOSFET. Then the effective doping concentration is derived and is used in the threshold voltage equation that is obtained by solving the Poisson-s equation in the depletion region at the surface. Simulated threshold voltages for various gate lengths fit well with the experimental data already published in the literature. The simulated result is compared with the two other pocket profiles used to derive the threshold voltage models of n-MOSFETs. The comparison shows that the linear model has a simple compact form that can be utilized to study and characterize the pocket implanted advanced ULSI devices.
Keywords: Linear pocket profile, pocket implantation, nMOSFET, threshold voltage, short channel effect (SCE), reverse short channeleffect (RSCE).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18015241 Bi-linear Complementarity Problem
Authors: Chao Wang, Ting-Zhu Huang Chen Jia
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In this paper, we propose a new linear complementarity problem named as bi-linear complementarity problem (BLCP) and the method for solving BLCP. In addition, the algorithm for error estimation of BLCP is also given. Numerical experiments show that the algorithm is efficient.
Keywords: Bi-linear complementarity problem, Linear complementarity problem, Extended linear complementarity problem, Error estimation, P-matrix, M-matrix.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17255240 A Comparative Analysis of Artificial Neural Network and Autoregressive Integrated Moving Average Model on Modeling and Forecasting Exchange Rate
Authors: Mogari I. Rapoo, Diteboho Xaba
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This paper examines the forecasting performance of Autoregressive Integrated Moving Average (ARIMA) and Artificial Neural Networks (ANN) models with the published exchange rate obtained from South African Reserve Bank (SARB). ARIMA is one of the popular linear models in time series forecasting for the past decades. ARIMA and ANN models are often compared and literature revealed mixed results in terms of forecasting performance. The study used the MSE and MAE to measure the forecasting performance of the models. The empirical results obtained reveal the superiority of ARIMA model over ANN model. The findings further resolve and clarify the contradiction reported in literature over the superiority of ARIMA and ANN models.
Keywords: ARIMA, artificial neural networks models, error metrics, exchange rates.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13595239 Solving Partially Monotone Problems with Neural Networks
Authors: Marina Velikova, Hennie Daniels, Ad Feelders
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In many applications, it is a priori known that the target function should satisfy certain constraints imposed by, for example, economic theory or a human-decision maker. Here we consider partially monotone problems, where the target variable depends monotonically on some of the predictor variables but not all. We propose an approach to build partially monotone models based on the convolution of monotone neural networks and kernel functions. The results from simulations and a real case study on house pricing show that our approach has significantly better performance than partially monotone linear models. Furthermore, the incorporation of partial monotonicity constraints not only leads to models that are in accordance with the decision maker's expertise, but also reduces considerably the model variance in comparison to standard neural networks with weight decay.Keywords: Mixture models, monotone neural networks, partially monotone models, partially monotone problems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16205238 Equalization Algorithms for MIMO System
Authors: Said Elkassimi, Said Safi, B. Manaut
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In recent years, multi-antenna techniques are being considered as a potential solution to increase the flow of future wireless communication systems. The objective of this article is to study the emission and reception system MIMO (Multiple Input Multiple Output), and present the different reception decoding techniques. First we will present the least complex technical, linear receivers such as the zero forcing equalizer (ZF) and minimum mean squared error (MMSE). Then a nonlinear technique called ordered successive cancellation of interferences (OSIC) and the optimal detector based on the maximum likelihood criterion (ML), finally, we simulate the associated decoding algorithms for MIMO system such as ZF, MMSE, OSIC and ML, thus a comparison of performance of these algorithms in MIMO context.
Keywords: Multiple Input Multiple Outputs (MIMO), ZF, MMSE, Ordered Interference Successive Cancellation (OSIC), ML, Interference Successive Cancellation (SIC).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28285237 Orthogonal Regression for Nonparametric Estimation of Errors-in-Variables Models
Authors: Anastasiia Yu. Timofeeva
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Two new algorithms for nonparametric estimation of errors-in-variables models are proposed. The first algorithm is based on penalized regression spline. The spline is represented as a piecewise-linear function and for each linear portion orthogonal regression is estimated. This algorithm is iterative. The second algorithm involves locally weighted regression estimation. When the independent variable is measured with error such estimation is a complex nonlinear optimization problem. The simulation results have shown the advantage of the second algorithm under the assumption that true smoothing parameters values are known. Nevertheless the use of some indexes of fit to smoothing parameters selection gives the similar results and has an oversmoothing effect.
Keywords: Grade point average, orthogonal regression, penalized regression spline, locally weighted regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21335236 Two-dimensional Differential Transform Method for Solving Linear and Non-linear Goursat Problem
Authors: H. Taghvafard, G. H. Erjaee
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A method for solving linear and non-linear Goursat problem is given by using the two-dimensional differential transform method. The approximate solution of this problem is calculated in the form of a series with easily computable terms and also the exact solutions can be achieved by the known forms of the series solutions. The method can easily be applied to many linear and non-linear problems and is capable of reducing the size of computational work. Several examples are given to demonstrate the reliability and the performance of the presented method.Keywords: Quadrature, Spline interpolation, Trapezoidal rule, Numericalintegration, Error analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23855235 Modified Buck Boost Circuit for Linear and Non-Linear Piezoelectric Energy Harvesting
Authors: I Made Darmayuda, Chai Tshun Chuan Kevin, Je Minkyu
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Plenty researches have reported techniques to harvest energy from piezoelectric transducer. In the earlier years, the researches mainly report linear energy harvesting techniques whereby interface circuitry is designed to have input impedance that match with the impedance of the piezoelectric transducer. In recent years non-linear techniques become more popular. The non-linear technique employs voltage waveform manipulation to boost the available-for-extraction energy at the time of energy transfer. The fact that non-linear energy extraction provides larger available-for-extraction energy doesn’t mean the linear energy extraction is completely obsolete. In some scenarios, such as where initial power is not available, linear energy extraction is still preferred. A modified Buck Boost circuit which is capable of harvesting piezoelectric energy using both linear and non-linear techniques is reported in this paper. Efficiency of at least 64% can be achieved using this circuit. For linear extraction, the modified Buck Boost circuit is controlled using a fix frequency and duty cycle clock. A voltage sensor and a pulse generator are added as the controller for the non-linear extraction technique.
Keywords: Buck boost, energy harvester, linear energy harvester, non-linear energy harvester, piezoelectric, synchronized charge extraction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24355234 The Relative Efficiency of Parameter Estimation in Linear Weighted Regression
Authors: Baoguang Tian, Nan Chen
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A new relative efficiency in linear model in reference is instructed into the linear weighted regression, and its upper and lower bound are proposed. In the linear weighted regression model, for the best linear unbiased estimation of mean matrix respect to the least-squares estimation, two new relative efficiencies are given, and their upper and lower bounds are also studied.
Keywords: Linear weighted regression, Relative efficiency, Mean matrix, Trace.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24735233 Forecasting Stock Indexes Using Bayesian Additive Regression Tree
Authors: Darren Zou
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Forecasting the stock market is a very challenging task. Various economic indicators such as GDP, exchange rates, interest rates, and unemployment have a substantial impact on the stock market. Time series models are the traditional methods used to predict stock market changes. In this paper, a machine learning method, Bayesian Additive Regression Tree (BART) is used in predicting stock market indexes based on multiple economic indicators. BART can be used to model heterogeneous treatment effects, and thereby works well when models are misspecified. It also has the capability to handle non-linear main effects and multi-way interactions without much input from financial analysts. In this research, BART is proposed to provide a reliable prediction on day-to-day stock market activities. By comparing the analysis results from BART and with time series method, BART can perform well and has better prediction capability than the traditional methods.
Keywords: Bayesian, Forecast, Stock, BART.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7345232 Comparison of Material Constitutive Models Used in FEA of Low Volume Roads
Authors: Lenka Ševelová, Aleš Florian
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Appropriate and progressive tool for analyzing behavior of low volume roads are probabilistic models used in reliability analyses. The necessary part of the probabilistic model is the deterministic model of structural behavior. The FE model of low volume roads is created in the ANSYS software. It is able to determine the state of stress and deformation in any point of the structure and thus generate data required for the reliability analysis. The paper compares two material constitutive models used for modeling of unbound non-homogenous materials used in low volume roads. The first model is linear elastic model according to Hook theory (H model), the second one is nonlinear elastic-plastic Drucker-Prager model (D-P model).
Keywords: FEA, FEM, geotechnical materials, low volume roads, material constitutive models, pavement.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28865231 Comparison of Polynomial and Radial Basis Kernel Functions based SVR and MLR in Modeling Mass Transfer by Vertical and Inclined Multiple Plunging Jets
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Presently various computational techniques are used in modeling and analyzing environmental engineering data. In the present study, an intra-comparison of polynomial and radial basis kernel functions based on Support Vector Regression and, in turn, an inter-comparison with Multi Linear Regression has been attempted in modeling mass transfer capacity of vertical (θ = 90O) and inclined (θ multiple plunging jets (varying from 1 to 16 numbers). The data set used in this study consists of four input parameters with a total of eighty eight cases, forty four each for vertical and inclined multiple plunging jets. For testing, tenfold cross validation was used. Correlation coefficient values of 0.971 and 0.981 along with corresponding root mean square error values of 0.0025 and 0.0020 were achieved by using polynomial and radial basis kernel functions based Support Vector Regression respectively. An intra-comparison suggests improved performance by radial basis function in comparison to polynomial kernel based Support Vector Regression. Further, an inter-comparison with Multi Linear Regression (correlation coefficient = 0.973 and root mean square error = 0.0024) reveals that radial basis kernel functions based Support Vector Regression performs better in modeling and estimating mass transfer by multiple plunging jets.Keywords: Mass transfer, multiple plunging jets, polynomial and radial basis kernel functions, Support Vector Regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14335230 Detecting Earnings Management via Statistical and Neural Network Techniques
Authors: Mohammad Namazi, Mohammad Sadeghzadeh Maharluie
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Predicting earnings management is vital for the capital market participants, financial analysts and managers. The aim of this research is attempting to respond to this query: Is there a significant difference between the regression model and neural networks’ models in predicting earnings management, and which one leads to a superior prediction of it? In approaching this question, a Linear Regression (LR) model was compared with two neural networks including Multi-Layer Perceptron (MLP), and Generalized Regression Neural Network (GRNN). The population of this study includes 94 listed companies in Tehran Stock Exchange (TSE) market from 2003 to 2011. After the results of all models were acquired, ANOVA was exerted to test the hypotheses. In general, the summary of statistical results showed that the precision of GRNN did not exhibit a significant difference in comparison with MLP. In addition, the mean square error of the MLP and GRNN showed a significant difference with the multi variable LR model. These findings support the notion of nonlinear behavior of the earnings management. Therefore, it is more appropriate for capital market participants to analyze earnings management based upon neural networks techniques, and not to adopt linear regression models.Keywords: Earnings management, generalized regression neural networks, linear regression, multi-layer perceptron, Tehran stock exchange.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21045229 Convergence Analysis of Training Two-Hidden-Layer Partially Over-Parameterized ReLU Networks via Gradient Descent
Authors: Zhifeng Kong
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Over-parameterized neural networks have attracted a great deal of attention in recent deep learning theory research, as they challenge the classic perspective of over-fitting when the model has excessive parameters and have gained empirical success in various settings. While a number of theoretical works have been presented to demystify properties of such models, the convergence properties of such models are still far from being thoroughly understood. In this work, we study the convergence properties of training two-hidden-layer partially over-parameterized fully connected networks with the Rectified Linear Unit activation via gradient descent. To our knowledge, this is the first theoretical work to understand convergence properties of deep over-parameterized networks without the equally-wide-hidden-layer assumption and other unrealistic assumptions. We provide a probabilistic lower bound of the widths of hidden layers and proved linear convergence rate of gradient descent. We also conducted experiments on synthetic and real-world datasets to validate our theory.Keywords: Over-parameterization, Rectified Linear Units (ReLU), convergence, gradient descent, neural networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8975228 Optimization of Slider Crank Mechanism Using Design of Experiments and Multi-Linear Regression
Authors: Galal Elkobrosy, Amr M. Abdelrazek, Bassuny M. Elsouhily, Mohamed E. Khidr
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Crank shaft length, connecting rod length, crank angle, engine rpm, cylinder bore, mass of piston and compression ratio are the inputs that can control the performance of the slider crank mechanism and then its efficiency. Several combinations of these seven inputs are used and compared. The throughput engine torque predicted by the simulation is analyzed through two different regression models, with and without interaction terms, developed according to multi-linear regression using LU decomposition to solve system of algebraic equations. These models are validated. A regression model in seven inputs including their interaction terms lowered the polynomial degree from 3rd degree to 1st degree and suggested valid predictions and stable explanations.
Keywords: Design of experiments, regression analysis, SI Engine, statistical modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12525227 Improve Safety Performance of Un-Signalized Intersections in Oman
Authors: Siham G. Farag
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The main objective of this paper is to provide a new methodology for road safety assessment in Oman through the development of suitable accident prediction models. GLM technique with Poisson or NBR using SAS package was carried out to develop these models. The paper utilized the accidents data of 31 un-signalized T-intersections during three years. Five goodness-of-fit measures were used to assess the overall quality of the developed models. Two types of models were developed separately; the flow-based models including only traffic exposure functions, and the full models containing both exposure functions and other significant geometry and traffic variables. The results show that, traffic exposure functions produced much better fit to the accident data. The most effective geometric variables were major-road mean speed, minor-road 85th percentile speed, major-road lane width, distance to the nearest junction, and right-turn curb radius. The developed models can be used for intersection treatment or upgrading and specify the appropriate design parameters of T-intersections. Finally, the models presented in this thesis reflect the intersection conditions in Oman and could represent the typical conditions in several countries in the middle east area, especially gulf countries.
Keywords: Accidents Prediction Models (APMs), Generalized Linear Model (GLM), T-intersections, Oman.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20635226 MIMO-OFDM Coded for Digital Terrestrial Television Broadcasting Systems
Authors: El Miloud A.R. Reyouchi, Kamal Ghoumid, Koutaiba Amezian, Otman Mrabet
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This paper proposes and analyses the wireless telecommunication system with multiple antennas to the emission and reception MIMO (multiple input multiple output) with space diversity in a OFDM context. In particular it analyses the performance of a DTT (Digital Terrestrial Television) broadcasting system that includes MIMO-OFDM techniques. Different propagation channel models and configurations are considered for each diversity scheme. This study has been carried out in the context of development of the next generation DVB-T/H and WRAN.Keywords: MIMO, MISO, OFDM, DVB-/H/T2, WRAN.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2707